Coarse-grid sampling interpolatory methods for approximating Gaussian random fields
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Cholesky factorizationcovariance functionsgrid-based samplinginterpolationKarhunen-Loève expansionlow-rank approximationspiecewise polynomial approximationrandom fields
Random fields (60G60) Sampling theory, sample surveys (62D05) Analysis of variance and covariance (ANOVA) (62J10) Numerical interpolation (65D05) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50)
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